Using a custom favicon with FeedBurner

This is a pretty simple tip, but when I was looking around online I couldn’t find any information about it.

If you’re using FeedBurner (or some other feed that you don’t have direct control over) and you want your site’s favorite icon (often called a favicon, typically favicon.ico) to show up in association with the feed, stick it in the directory that the feed directs visitors to (this is usually your root directory).